One of my biggest regrets with WOW and its expansions is the lack of real conflicts and rivalries between antagonistic forces such as the Burning Legion, the Scourge, the Old Gods and their forces (even between themselves since the Old Gods can't even stand each other and were in constant conflict for dominance over Azeroth during the days of the Black Empire), the evil versions of the Horde and other villainous forces such as the Mogu for example.
There were examples of it during Warcraft 2 with the internal conflicts inside the Old Horde (Gul'dan vs Doomhammer, the battle at the Tomb of Sargeras between the Stormreaver and Twilight Hammer clan against the Black Tooth Grin and Dragonmaw clans). Even more in Warcraft 3 and its expansion the Frozen Throne, with the Scourge leadership plotting against and betraying the Burning Legion, Arthas and the Scourge having to fight an abomination serving Yogg-Saron and faceless and his battles later against Illidan and his minions (even if Illidan and Kael'thas weren't true villains, at least not at the time for Kael'thas).
For example I find it a shame that we never saw any instance of Burning Legion forces fighting minions of the Old Gods, barring Deathwing's onslaught on everyone during the War of the Ancients, such as the Faceless or Aqir and their offshots, the Black dragonflight or the Naga nor of the Burning Legion having agents having infiltrated Old Gods' forces such as the Twilight Hammer and reciprocally.
Same for the Burning Legion not trying to punish the Lich King since Illidan's failure at destroying him in the Frozen Throne, or of demons trying to reclaim their control over the Scourge, even during Legion.
And it could have been really cool to see Lei Shen and his armies against the Mantid or Garrosh's Horde during Mists of Pandaria.